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Strategies & Market Trends : Technical Analysis - Beginners
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To: Dick Brown who wrote (9478)2/19/1999 11:53:00 AM
From: Dick Brown  Read Replies (1) of 12039
 
Here is a simple system: WCOM
long close>hhv(low,21)
close close<llv(high,21)
I don't know if this is my invention or was posted by another..
Trend following system..

Less trading than Richard and over slightly longer period..
I'll have to do the reciprocal for the short side..
BTW, no stops re: Richard...don't like the drawdown..

Total net profit 79318.49 Open position value 32935.44
Percent gain/loss 793.18 Annual percent gain/loss 117.35
Initial investment 10000.00 Interest earned 2240.42

Current position Long Date position entered 10/20/98

Buy/Hold profit 156947.47 Days in test 2467
Buy/Hold pct gain/loss 1569.47 Annual B/H pct gain/loss 232.21

Total closed trades 31 Commissions paid 945.00
Avg profit per trade 1496.23 Avg Win/Avg Loss ratio 1.48
Total long trades 31 Total short trades 0
Winning long trades 19 Winning short trades 0

Total winning trades 19 Total losing trades 12
Amount of winning trades 76993.92 Amount of losing trades -32851.29
Average win 4052.31 Average loss -2737.61
Largest win 14227.33 Largest loss -6966.66
Average length of win 46.89 Average length of loss 15.25
Longest winning trade 142 Longest losing trade 27
Most consecutive wins 7 Most consecutive losses 2

Total bars out 612 Average length out 19.13
Longest out period 72

System close drawdown 0.00 Profit/Loss index 70.71
System open drawdown 0.00 Reward/Risk index 100.00
Max open trade drawdown -6951.66 Buy/Hold index -28.48


Dick.



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